+2.1%
AS vs CGNX
+31.4%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.7% | +13.8% | +5.9% |
| 7D | +13.8% | -9.2% | +23.0% | +14.6% |
| 30D | +16.7% | -17.6% | +34.2% | +18.8% |
| 3M | -11.5% | -25.7% | +14.2% | -9.2% |
| 6M | -5.5% | -5.5% | 0.0% | -5.3% |
| YTD | -14.2% | +48.1% | -62.3% | -16.5% |
| 1Y | +2.1% | +33.5% | -31.4% | +2.3% |
| All | +2.1% | +31.4% | -29.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling